+1,490.3%
LSCC vs BWA
+92.6%
+1,397.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.6% | +8.7% | +9.4% |
| 7D | +14.5% | +1.7% | +12.8% | +13.8% |
| 30D | -0.1% | -14.6% | +14.6% | +10.5% |
| 3M | -2.7% | -26.2% | +23.6% | +17.3% |
| 6M | -4.8% | -18.4% | +13.6% | +8.5% |
| YTD | +66.9% | +14.7% | +52.2% | +57.7% |
| 1Y | +85.8% | +13.3% | +72.5% | +76.7% |
| 3Y | +115.6% | +64.7% | +50.9% | +65.9% |
| 5Y | +48.8% | +32.2% | +16.6% | +24.5% |
| 10Y | +1,490.3% | +96.8% | +1,393.5% | +1,032.8% |
| All | +1,490.3% | +92.6% | +1,397.7% | +1,032.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling